All GC Short

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 7 9.1 62 4 7 (1) (2) 0 65
60 2 1.7 48 0 5 (3) (24) (1) 87
120 1 0.6 46 0 7 (5) (26) (2) 89
250 2 1.3 47 0 6 (4) (38) (2) 91
500 2 1.4 49 0 7 (5) (42) (2) 89
760 2 1.5 50 0 7 (5) (42) (2) 91
1260 3 1.3 49 1 9 (6) (50) (2) 92
2520 3 1.3 46 1 10 (6) (97) (2) 89
All 2 1 45 0 9 (6) (97) (3) 89

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg (0.4) 0.1 0.3 0.2 0.5 0.6 0.1 (0.3) 0.3 0.4 0.7 0.3 2.8 1.3 48.8 248.6 (0.4) (1.2) 0.6 0.3
2017 (0.6) (0.4) 0.1 0 0.4 0 0 0 0 0 0 0 (0.5) (1.1) 42.2 85 (0.2) (1) 0.5 0.2
2016 (0.2) (0.3) 0.1 (0.1) 0.7 0.1 (0.1) 0.1 (0.2) 0.5 1.2 0.3 2.1 1.7 47.3 230 (0.4) (0.7) 0.7 0.2
2015 (0.3) 0.6 0.4 (0.2) 0 0.2 0.9 (0.5) 0.1 0.1 1.2 0.3 2.8 1.6 53.5 252 (0.4) (0.8) 0.6 0.3
2014 (0.4) (0.5) 0.8 (0.4) 0.9 (0.5) 0.4 0 0.8 1.1 0.1 0.3 2.6 1.5 49.4 255 (0.3) (1.1) 0.6 0.3
2013 (0.2) 1.2 (0.3) 1.8 0.4 2.8 (0.4) (0.7) 0.9 0 1 0.4 6.9 1.8 50.4 258 (0.5) (1.7) 0.7 0.3
2012 (1.1) (0.4) 0.3 (0.2) 0.7 0.2 (0.1) (0.4) (0.2) 0.4 (0.1) 0.4 (0.5) (0.2) 43.5 248 (0.5) (1.5) 0.6 0.2
2011 0.7 (0.7) 0.2 0 (0.1) 0.4 (0.5) (0.7) 1.5 (0.3) 0 3.3 3.8 1.6 43 226 (0.4) (1.7) 0.7 0.2
2010 0.3 (0.6) 0.3 (0.4) 0.2 (0.2) 0.7 (0.5) (0.6) 0.3 0.1 0.1 (0.3) (0.1) 40.3 242 (0.4) (1.6) 0.6 0.2
2009 0 0.5 0.1 0.5 (0.6) 0.2 (0.1) 0.1 (0.1) 0.1 (0.2) 1.1 1.6 0.9 42.7 225 (0.4) (1.3) 0.5 0.2
2008 (0.4) 0.3 0.6 1.1 1.1 (0.1) 0.4 2.3 1.7 2.7 (0.7) 0.4 9.4 2.9 46.5 215 (1) (1.2) 0.6 0.3
2007 (0.2) (0.3) 0.1 0.2 0.9 0.2 (0.4) 0 (0.3) (0.1) (0.2) (0.3) (0.4) (0.2) 41.6 241 (0.4) (1.6) 0.7 0.2
2006 (0.8) 0.7 (0.2) (0.4) 0.8 1.8 (0.5) 0.3 0.6 0.4 (0.6) 0 2.1 0.6 46 243 (0.5) (2.6) 0.5 0.2
2005 0.4 (0.3) 0.3 (0.1) 0.2 (0.2) 0.3 (0.1) (0.3) 0.2 (0.3) 0.1 0.2 0.3 40.3 239 (0.3) (1.1) 0.5 0.2
2004 0.5 0.3 (0.8) 1.9 0.2 0 0.5 (0.2) (0.1) (0.1) (0.2) 0.5 2.5 1.4 43.2 232 (0.3) (0.9) 0.6 0.2
2003 (0.3) 0.4 0.7 (0.2) (0.1) 0.8 0.1 (0.5) (0.2) (0.1) (0.5) (0.4) (0.3) (0.2) 45.1 232 (0.3) (1.9) 0.4 0.2
2002 (0.2) (0.4) (0.2) 0 (0.3) 0.3 0.1 (0.5) (0.3) 0.5 0.2 (0.3) (1.1) (1.3) 39.8 204 (0.3) (1.5) 0.5 0.2
2001 0.1 0 0.2 (0.1) 0.5 0 0.4 0 (0.2) 0.6 0.2 (0.1) 1.6 1.1 46.4 247 (0.3) (1.1) 0.5 0.2
2000 0 0.6 0.8 0.2 0 (0.3) 0.8 0 0.1 0.3 (0.1) 0 2.4 1.8 53.1 251 (0.4) (0.6) 0.6 0.2